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Document different treatment of mh_recover and load_mh_file under Octave 

Also adjusts unit tests accordingly. Closes #1332
time-shift
Johannes Pfeifer 2016-12-23 10:47:58 +01:00
parent 2d17ff43a4
commit 5e010f57c0
6 changed files with 50 additions and 35 deletions
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8
doc/dynare.texi
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@ -5304,7 +5304,9 @@ simulation that crashed prematurely, starting with the last available saved
the proposal density from the previous run will automatically be loaded. In older versions,
to assure a neat continuation of the chain with the same proposal density, you should
provide the @code{mode_file} used in the previous
run or the same user-defined @code{mcmc_jumping_covariance} when using this option.
run or the same user-defined @code{mcmc_jumping_covariance} when using this option. Note that
under Octave, a neat continuation of the crashed chain with the respective last random number
generator state is currently not supported.
@item mh_mode = @var{INTEGER}
@dots{}
@ -5476,7 +5478,9 @@ the proposal density from the previous run will automatically be loaded. In olde
to assure a neat continuation of the chain with the same proposal density, you should
provide the @code{mode_file} used in the previous
run or the same user-defined @code{mcmc_jumping_covariance} when using this option.
Shouldn't be used together with @code{mh_recover}.
Shouldn't be used together with @code{mh_recover}. Note that under Octave, a neat
continuation of the chain with the last random number
generator state of the already present draws is currently not supported.
@item load_results_after_load_mh
@anchor{load_results_after_load_mh} This option is available when loading a previous MCMC run without

14
tests/estimation/MH_recover/fs2000_recover.mod
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@ -26,10 +26,12 @@ if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s unaffected files are not the same')
end
%check second, affected chain with affected file
temp1=load([M_.dname '_mh2_blck2.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat']);
if ~isoctave
%check second, affected chain with affected file
temp1=load([M_.dname '_mh2_blck2.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat']);
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s affected files are not the same')
end
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s affected files are not the same')
end
end

29
tests/estimation/MH_recover/fs2000_recover_2.mod
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@ -32,18 +32,21 @@ if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s unaffected files are not the same')
end
%check second, affected chain with affected file
temp1=load([M_.dname '_mh4_blck2.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh4_blck2.mat']);
if ~isoctave
%check second, affected chain with affected file
temp1=load([M_.dname '_mh4_blck2.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh4_blck2.mat']);
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s affected files are not the same')
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s affected files are not the same')
end
%check second, affected chain with affected file
temp1=load([M_.dname '_mh5_blck2.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh5_blck2.mat']);
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s affected files are not the same')
end
end
%check second, affected chain with affected file
temp1=load([M_.dname '_mh5_blck2.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh5_blck2.mat']);
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s affected files are not the same')
end

12
tests/estimation/MH_recover/fs2000_recover_3.mod
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@ -30,10 +30,12 @@ if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s unaffected files are not the same')
end
%check second, affected chain with affected file
temp1=load([M_.dname '_mh4_blck2.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh4_blck2.mat']);
if ~isoctave
%check second, affected chain with affected file
temp1=load([M_.dname '_mh4_blck2.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh4_blck2.mat']);
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s affected files are not the same')
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s affected files are not the same')
end
end

14
tests/estimation/MH_recover/fs2000_recover_tarb.mod
View File

@ -26,10 +26,12 @@ if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s unaffected files are not the same')
end
%check second, affected chain with affected file
temp1=load([M_.dname '_mh2_blck2.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat']);
if ~isoctave
%check second, affected chain with affected file
temp1=load([M_.dname '_mh2_blck2.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat']);
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s affected files are not the same')
end
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of affected chain''s affected files are not the same')
end
end

8
tests/estimation/fs2000.mod
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@ -111,10 +111,12 @@ estimation(mode_compute=0,mode_file=fs2000_mode,order=1, datafile=fsdat_simul, n
temp1=load([M_.dname '_mh1_blck1.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh1_blck1.mat']);
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Draws of unaffected chain are not the same')
if ~isoctave
if max(max(abs(temp1.x2-temp2.x2)))>1e-10
error('Adding draws did not result in the same chain')
end
end
save('fs2000_result.mat','oo_')
options_.load_results_after_load_mh=1;
estimation(mode_compute=0,mode_file=fs2000_mode,order=1, datafile=fsdat_simul, nobs=192, loglinear, mh_replic=0, mh_nblocks=1, mh_jscale=10,load_mh_file,smoother) gy_obs gp_obs;